quantlab.dataset.estu.EstuConstituentDataset#

class quantlab.dataset.estu.EstuConstituentDataset(config)[source]#

Bases: IndexConstituentDataset

Membership = the estu of a BarraStyle store, one interval per run of member bars.

A run of consecutive bars in the universe is one interval, both ends included, so the calendar days inside a run (a weekend) read as member. A security still in the universe on the store’s last bar has an interval ending on that bar, so the panel’s last day is the store’s last bar (no as_of needed).

Parameters:

configConstituentDatasetConfig: kwargs["barra_store"] is the BarraStyle Zarr store holding estu. start_date and end_date limit the bars read; leave end_date unset for a panel that follows the store.

Examples

>>> members = EstuConstituentDataset(config)
>>> members.update()
>>> members.panel("2026-10-02", "2026-10-02")["is_member"].sum().item()
3000